Keybot the Quant is back to the long side after todays opening bell at SPX 1350. The lower volatility carried the day and in the afternoon the commodites ran higher. The only major areas that are bearish now are the financials and copper, just like a week ago.
For tomorrow, the market bulls can keep it going if the SPX is pushed above 1359.44. Markets remain unstable, todays run up was another light volume buy day. Stay on guard.
6/5/11; 7:00 PM EST =
6/3/11; 9:00 AM EST =
5/31/11; 7:00 PM EST EOM =
5/31/11; 10:00 AM EST =
5/29/11; 7:00 PM EST =
5/27/11; 10:00 AM EST =
5/22/11; 7:00 PM EST =
5/17/11; 9:00 AM EST =
5/15/11; 7:00 PM EST =
5/13/11; 10:00 AM EST =
5/10/11; 2:35 PM EST = +44
5/10/11; 9:35 AM EST = +30; signal line is +25; go long 1350; (Benchmark SPX for 2011=+7.3%)(Keybot this trade=+0.4%; Keybot for 2011=+3.7%)(Actual this trade via SDS=+0.7%; Actual for 2011=+0.8%)
5/9/11; 12:01 PM EST = +30; signal line is +26 but algorithm says stay short
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